Robust actuarial risk analysis
Year of publication: |
2019
|
---|---|
Authors: | Blanchet, Jose ; Lam, Henry ; Tang, Qihe ; Yuan, Zhongyi |
Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 23.2019, 1, p. 33-63
|
Subject: | Theorie | Theory | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics | Robustes Verfahren | Robust statistics | Risikomanagement | Risk management |
-
Longevity risk : impact, evaluation, management
Weber, Frederik, (2010)
-
König, Alexander, (1997)
-
Schradin, Heinrich R., (1994)
- More ...
-
Asymptotic analysis of the loss given default in the presence of multivariate regular variation
Tang, Qihe, (2013)
-
Indifference pricing of insurance-linked securities in a multi-period model
Liu, Haibo, (2021)
-
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun, (2017)
- More ...